2018/09/24 by Ke Li, Jitendra Malik, Li, Ke +1 · 62 citations
Computer Science · Mathematics · Physics and Astronomy · #Applied mathematics #Bayesian Modeling and Causal Inference #Computer science #FOS: Computer and information sciences #Function (biology) #Gaussian Processes and Bayesian Inference #Likelihood function #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Marginal likelihood #Mathematics #Maximum likelihood #Model Reduction and Neural Networks #Neural and Evolutionary Computing (cs.NE) #Parametric model #Parametric statistics #Probabilistic logic #Simple (philosophy) #Statistics #cs.LG #cs.NE #stat.ML
paper · pdf · doi:10.48550/arxiv.1809.09087
published in arXiv (Cornell University) (Cornell University) · 21 pages, 4 figures. In the interest of promoting discussion, we make the reviews available at https://people.eecs.berkeley.edu/~ke.li/papers/imle_reviews.pdf
openalex publication_date 2018/09/24 · arxiv created 2018/10/22 · arxiv updated 2018/10/23 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/05
Implicit probabilistic models are models defined naturally in terms of a sampling procedure and often induces a likelihood function that cannot be expressed explicitly. We develop a simple method for estimating parameters in implicit models that does not require knowledge of the form of the likelihood function or any derived quantities, but can be shown to be equivalent to maximizing likelihood under some conditions. Our result holds in the non-asymptotic parametric setting, where both the capacity of the model and the number of data examples are finite. We also demonstrate encouraging experimental results.